Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47285.36 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45890.45 Kr¶

PnL: ---------------------------------------> -998.12 Kr¶

DD now: ---------------------------------> -2.765 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 20:40:07.054868'

Anic Portfolio¶

Today¶

Return: -1.296 %¶

This Week¶

Return: -0.522 %¶

Total¶

Return: 54.8 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.980000 3083.600000 112.600000 3.790000 2971.000006
FM Mattsson Mora Group B 50 0.830000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 -2.740000 2733.500000 97.500000 3.700000 2636.000010
SAAB B 8 0.730000 3426.400000 49.400000 1.460000 3377.000000
Corem Property Group B 59 -4.160000 611.240000 34.240000 5.930000 576.999999
Norva24 Group 16 0.670000 576.000000 33.000000 6.080000 543.000000
Samhällsbyggnadsbo. i Norden B 20 -10.150000 380.600000 25.600000 7.210000 355.000000
AcadeMedia 12 1.810000 579.360000 22.360000 4.010000 557.000004
MedCap 2 -1.350000 440.000000 19.000000 4.510000 421.000000
Eastnine 4 0.310000 509.600000 18.600000 3.790000 491.000000
HMS Networks 2 -3.490000 686.400000 13.400000 1.990000 673.000000
Intrum 4 -3.000000 536.200000 9.200000 1.750000 527.000000
OEM International B 7 -4.490000 536.200000 8.200000 1.550000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.740000 564.900000 2.900000 0.520000 562.000005
Resurs Holding 22 -0.490000 576.400000 2.400000 0.420000 573.999998
Essity A 4 0.520000 1150.000000 1.000000 0.090000 1149.000000
Swedbank A 3 -0.740000 562.950000 -1.050000 -0.190000 564.000000
Creaspac SPAC 6 -0.620000 575.400000 -1.600000 -0.280000 577.000002
Coor Service Management Hold. 8 -3.920000 530.000000 -2.000000 -0.380000 532.000000
Essity B 2 0.180000 571.200000 -2.800000 -0.490000 574.000000
Samhällsbyggnadsbo. i Norden D 12 -5.700000 242.160000 -3.840000 -1.560000 246.000000
Handelsbanken A 5 -0.140000 540.250000 -5.750000 -1.050000 546.000000
Securitas B 6 -1.840000 563.760000 -6.240000 -1.090000 570.000000
CTEK 13 -3.050000 517.400000 -16.600000 -3.110000 533.999999
Karnov Group 9 -2.040000 517.500000 -18.500000 -3.450000 536.000004
Boozt 12 -5.710000 1624.800000 -29.200000 -1.770000 1653.999996
Nordea Bank Abp 29 -0.540000 3420.840000 -33.160000 -0.960000 3453.999992
Midsona B 63 -4.610000 548.100000 -34.900000 -5.990000 582.999984
Vivesto 1368 -1.970000 558.690000 -54.310000 -8.860000 612.999432
International Petroleum Corp. 5 -3.930000 538.500000 -56.070000 -9.430000 594.565215
Sampo Oyj SDB 7 1.310000 3787.000000 -63.000000 -1.640000 3850.000000
Axfood 13 0.360000 3641.300000 -114.700000 -3.050000 3756.000001
OX2 18 -6.600000 1426.500000 -237.500000 -14.270000 1663.999992
Fasadgruppen Group 35 -1.020000 3412.500000 -398.500000 -10.460000 3810.999990
Ovzon 52 -3.140000 2891.200000 -470.800000 -14.000000 3361.999992
TOTAL 45890.450000 -998.120000 -2.76482% 46888.564618

Updated:¶

'2023-01-19 20:40:19.479201'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶